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State of Tennessee, Department of Treasury Portfolio holdings
AUM
$29.8B
1-Year Est. Return
29.48%
This Fund
S&P 500
This Quarter
Est. Return
-17.53%
1 Year Est. Return
+29.48%
3 Year Est. Return
+87.58%
5 Year Est. Return
+114.9%
10 Year Est. Return
+444.03%
AUM
$17.8B
AUM Growth
-$4.91B
(-22%)
Cap. Flow
+$109M
Cap. Flow
% of AUM
0.61%
Top 10 Holdings %
Top 10 Hldgs %
22.64%
Holding
1,674
New
86
Increased
681
Reduced
698
Closed
74
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Procter & Gamble
PG
|
+$142M |
| 2 |
American Water Works
AWK
|
+$58.5M |
| 3 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$54.3M |
| 4 |
Walmart Inc
WMT
|
+$51.6M |
| 5 |
Campbell Soup
CPB
|
+$51.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
RTX Corp
RTX
|
+$59.5M |
| 2 |
Medtronic
MDT
|
+$59.4M |
| 3 |
Estee Lauder
EL
|
+$55.9M |
| 4 |
Enterprise Products Partners
EPD
|
+$52.7M |
| 5 |
Wells Fargo
WFC
|
+$51.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 16.43% |
| 2 | Financials | 12.2% |
| 3 | Healthcare | 11.58% |
| 4 | Communication Services | 8.44% |
| 5 | Industrials | 7.7% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
201
Simon Property Group
SPG
$71.8B
| $15.9M | 0.09% |
290,025
-11,374
| -4% | -$1.36M |
|
202
iShares MSCI Canada ETF
EWC
$6.52B
| $15.9M | 0.09% |
728,001
+88,501
| +14% | +$2.42M |
|
203
General Dynamics
GD
$106B
| $15.5M | 0.09% |
116,813
+60,986
| +109% | +$10.1M |
|
204
NOV
NOV
$7.38B
| $15.3M | 0.09% |
1,556,913
-1,206
| -0.1% | -$22.7K |
|
205
Illinois Tool Works
ITW
$82.7B
| $15.2M | 0.09% |
106,641
+36,961
| +53% | +$6.28M |
|
206
Caterpillar
CAT
$396B
| $15.1M | 0.08% |
129,936
-19,749
| -13% | -$2.52M |
|
207
Franco-Nevada
FNV
$44.5B
| $14.8M | 0.08% |
148,475
+3,418
| +2% | +$371K |
|
208
Telus
TU
$15.1B
| $14.8M | 0.08% |
944,684
+31,000
| +3% | +$574K |
|
209
Becton Dickinson
BDX
$49.7B
| $14.6M | 0.08% |
65,178
-128,256
| -66% | -$31.7M |
|
210
CME Group
CME
$95.3B
| $14.6M | 0.08% |
84,255
-1,119
| -1% | -$223K |
|
211
Kimberly-Clark
KMB
$36.7B
| $14.2M | 0.08% |
111,288
+29,619
| +36% | +$4.1M |
|
212
Canadian Natural Resources
CNQ
$97.6B
| $14.2M | 0.08% |
2,142,762
-312,968
| -13% | -$3.73M |
|
213
Sun Life Financial
SLF
$44.6B
| $14M | 0.08% |
440,964
-11,132
| -2% | -$477K |
|
214
Eversource Energy
ES
$27.2B
| $14M | 0.08% |
178,748
+47,353
| +36% | +$4.15M |
|
215
Nutrien
NTR
$32B
| $14M | 0.08% |
413,501
-31,781
| -7% | -$1.27M |
|
216
Dominion Energy
D
$60.4B
| $14M | 0.08% |
193,518
-99,009
| -34% | -$8.08M |
|
217
Trane Technologies
TT
$106B
| $14M | 0.08% |
169,138
+73,675
| +77% | +$8.94M |
|
218
Jack Henry & Associates
JKHY
$10.8B
| $13.9M | 0.08% |
89,689
+53,760
| +150% | +$8.35M |
|
219
Duke Energy
DUK
$96.8B
| $13.9M | 0.08% |
171,404
-63,042
| -27% | -$5.79M |
|
220
Kinder Morgan
KMI
$72B
| $13.7M | 0.08% |
982,972
+518,920
| +112% | +$9.88M |
|
221
Elevance Health
ELV
$86.7B
| $13.5M | 0.08% |
59,616
-94,865
| -61% | -$25.9M |
|
222
Ares Capital
ARCC
$14.5B
| $13.5M | 0.08% |
1,251,700
+1,009,500
| +417% | +$17M |
|
223
Southern Company
SO
$107B
| $13.3M | 0.08% |
246,569
-3,277
| -1% | -$208K |
|
224
HCA Healthcare
HCA
$88.8B
| $13.2M | 0.07% |
147,201
-124,385
| -46% | -$16.1M |
|
225
Fortis
FTS
$28.8B
| $13.2M | 0.07% |
342,999
+9,588
| +3% | +$393K |
|
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PCH
N
State of Tennessee, Department of Treasury's Q1 2020 Portfolio in Review
As of Q1 2020, State of Tennessee, Department of Treasury held 1,674 positions worth $17.8B, down 22% from $22.7B the previous quarter. Its ten largest holdings account for 23% of the portfolio.
State of Tennessee, Department of Treasury's Q1 2020 filing shows 86 new, 681 increased, 698 reduced and 74 closed positions. Its largest new stake was VanEck Fallen Angel High Yield Bond ETF: 985,800 shares worth $24.9M. The largest sale was RTX Corp, an estimated $59.5M.
By sector, the portfolio is most concentrated in Technology at 16% of assets, up from 15% a quarter earlier, followed by Financials and Healthcare.
- State of Tennessee, Department of Treasury's largest Q1 2020 buy was VanEck Fallen Angel High Yield Bond ETF: 985,800 shares worth $24.9M.
- State of Tennessee, Department of Treasury added most to Procter & Gamble in Q1 2020, an estimated $142M increase.
- State of Tennessee, Department of Treasury's biggest Q1 2020 reduction was RTX Corp, cutting an estimated $59.5M.
- State of Tennessee, Department of Treasury fully exited Enterprise Products Partners in Q1 2020, selling an estimated $52.7M.
- State of Tennessee, Department of Treasury's ten largest holdings make up 23% of its $17.8B portfolio in Q1 2020.
- State of Tennessee, Department of Treasury opened 86 new positions and closed 74 in Q1 2020.
- State of Tennessee, Department of Treasury's portfolio value fell 22% quarter-over-quarter to $17.8B.
Based on State of Tennessee, Department of Treasury's 13F filing for Q1 2020, filed 15 May 2020.